+14.2%
CCL vs MTZ
-7.9%
+22.1%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | -0.2% |
| 7D | -1.2% | +5.0% | -6.2% | -2.0% |
| 30D | +13.1% | -6.0% | +19.1% | +13.3% |
| 3M | +3.4% | -36.1% | +39.5% | +11.3% |
| 6M | +18.7% | -56.9% | +75.6% | +39.5% |
| YTD | -2.3% | -15.9% | +13.7% | -7.5% |
| 1Y | +14.2% | -3.8% | +18.0% | +8.7% |
| All | +14.2% | -7.9% | +22.1% | +8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MTZ.
Daily Out/Under-Performance
Portfolio return minus MTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTZ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded MTZ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling